Credit Risk Modeling Manager recruitment

Responsibilities:
Perform data identification, collection and data cleansing for credit risk modeling
Develop, calibrate and monitor credit risk models for Basel II IRB purposes
Draft policies and procedures in relation to the development and implementation of the models
Prepare various reports and develop credit stress testing programs

Requirements:
University degree in Statistics, Mathematics, Physics, Actuarial Science, Risk Management or related disciplines
Minimum 5 years' experience in Basel II IRB credit risk modeling
Strong skills in SAS programming language
Experience in credit risk management is an advantage